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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+12.51%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$4.99B
AUM Growth
+$1.65B
Cap. Flow
+$1.36B
Cap. Flow %
27.35%
Top 10 Hldgs %
10.27%
Holding
3,526
New
998
Increased
864
Reduced
690
Closed
943

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$39.5M
2
TSLA icon
Tesla
TSLA
+$38M
3
AAPL icon
Apple
AAPL
+$24.5M
4
MSFT icon
Microsoft
MSFT
+$20.5M
5
JPM icon
JPMorgan Chase
JPM
+$18.7M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$8.37M
2
ROKU icon
Roku
ROKU
+$7.34M
3
JPST icon
JPMorgan Ultra-Short Income ETF
JPST
+$7.08M
4
IEFA icon
iShares Core MSCI EAFE ETF
IEFA
+$6.54M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$5.43M

Sector Composition

Rank Sector Weight
1 Technology 4.3%
2 Consumer Discretionary 3.98%
3 Financials 2.81%
4 Healthcare 1.48%
5 Energy 1.38%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XP icon
1201
CALL
XP
XP
$8.77B
$554K 0.01%
46,700
+9,700
+26% +$138K
NOC icon
1202
CALL
Northrop Grumman
NOC
$78.4B
$554K 0.01%
1,200
-1,700
-59% -$789K
NUE icon
1203
Nucor
NUE
$62.4B
$553K 0.01%
3,580
-32,633
-90% -$5.19M
SCHR
1204
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$552K 0.01%
+21,880
New +$545K
SJM icon
1205
PUT
J.M. Smucker
SJM
$12.7B
$551K 0.01%
3,500
-5,800
-62% -$881K
HELE icon
1206
Helen of Troy
HELE
$658M
$551K 0.01%
+5,786
New +$619K
SU icon
1207
PUT
Suncor Energy
SU
$76.1B
$550K 0.01%
17,700
-1,400
-7% -$45.5K
SSRM icon
1208
SSR Mining
SSRM
$5.52B
$547K 0.01%
36,176
+15,339
+74% +$234K
CRUS icon
1209
CALL
Cirrus Logic
CRUS
$6.74B
$547K 0.01%
5,000
+2,100
+72% +$204K
JWN
1210
CALL
DELISTED
Nordstrom
JWN
$547K 0.01%
33,600
-74,500
-69% -$1.39M
PLL
1211
PUT
DELISTED
Piedmont Lithium
PLL
$546K 0.01%
9,100
+3,500
+63% +$212K
LUMN icon
1212
PUT
Lumen
LUMN
$6.91B
$546K 0.01%
206,100
-72,300
-26% -$292K
PHM icon
1213
Pultegroup
PHM
$25.1B
$543K 0.01%
+9,317
New +$503K
EXAS
1214
PUT
DELISTED
Exact Sciences
EXAS
$542K 0.01%
+8,000
New +$514K
KKR icon
1215
CALL
KKR & Co
KKR
$97.2B
$541K 0.01%
+10,300
New +$553K
RSG icon
1216
PUT
Republic Services
RSG
$63.9B
$541K 0.01%
+4,000
New +$510K
DUK icon
1217
PUT
Duke Energy
DUK
$96.9B
$540K 0.01%
5,600
-12,600
-69% -$1.24M
TRGP icon
1218
Targa Resources
TRGP
$56.4B
$536K 0.01%
+7,347
New +$542K
M icon
1219
Macy's
M
$6.89B
$536K 0.01%
+30,635
New +$648K
WAL icon
1220
CALL
Western Alliance Bancorporation
WAL
$9.2B
$533K 0.01%
15,000
+7,600
+103% +$466K
LW icon
1221
PUT
Lamb Weston
LW
$7.31B
$533K 0.01%
+5,100
New +$504K
MRSH
1222
CALL
Marsh
MRSH
$91.4B
$533K 0.01%
+3,200
New +$533K
ABBV icon
1223
AbbVie
ABBV
$431B
$533K 0.01%
+3,343
New +$511K
HBI
1224
DELISTED
Hanesbrands
HBI
$532K 0.01%
+101,233
New +$637K
WING icon
1225
CALL
Wingstop
WING
$3.31B
$532K 0.01%
2,900
-5,100
-64% -$837K
47 48
49
50 51

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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EI
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Two Sigma Securities's Q1 2023 Portfolio in Review

As of Q1 2023, Two Sigma Securities held 3,526 positions worth $4.99B, up 50% from $3.33B the previous quarter. Its ten largest holdings account for 10% of the portfolio.

Two Sigma Securities deployed $1.36B of net new capital in Q1 2023, opening 998 new positions and adding to 864 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 98,896 shares worth $40.5M.

By sector, the portfolio is most concentrated in Technology at 4.3% of assets, up from 2.9% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Roku, an estimated $7.34M trimmed.

  • Two Sigma Securities's largest Q1 2023 buy was State Street SPDR S&P 500 ETF Trust: 98,896 shares worth $40.5M.
  • Two Sigma Securities added most to Tesla in Q1 2023, an estimated $38M increase.
  • Two Sigma Securities's biggest Q1 2023 reduction was Roku, cutting an estimated $7.34M.
  • Two Sigma Securities fully exited iShares 1-3 Year Treasury Bond ETF in Q1 2023, selling an estimated $8.37M.
  • Two Sigma Securities's ten largest holdings make up 10% of its $4.99B portfolio in Q1 2023.
  • Two Sigma Securities opened 998 new positions and closed 943 in Q1 2023.
  • Two Sigma Securities's portfolio value rose 50% quarter-over-quarter to $4.99B.

Based on Two Sigma Securities's 13F filing for Q1 2023, filed 15 May 2023.